Regime switching stochastic volatility with skew, fat tails and leverage using returns and realized volatility contemporaneously

Verfasser / Beitragende:
Sebastian Trojan
Ort, Verlag, Jahr:
St. Gallen : Department of Economics, University of St. Gallen, 2013
Beschreibung:
70 S.
Format:
Buch
ID: 314562273